There's one more problem. Texture_Free causes unhandled exception. It's happening when I close my game and the first texture is freed with Texture_Free http://imageshack.us/f/638/failhd.jpg/
Ha-ha, thanks for pointing out this. HGE pointer is released just before WinMain returns zero. Now everything works fine, thanks a lot!
(I hope someone else'll find this thread useful :D)